On Estimating the Parameters in Conditional Heteroskedasticity Models by Empirical Likelihood Estimation
碩士 === 國立彰化師範大學 === 數學系所 === 97 === In most time series models, the data sets that we might be confront with are not statistically independent. While the celebrated empirical likelihood (EL) estimation proposed by owen (1988) has been widely used in a framework of independent data without having to...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/57836249601181302212 |